Morgan Stanley Call 77.5 WDC 21.0.../  DE000MG26400  /

Stuttgart
18/06/2024  18:19:30 Chg.+0.10 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.36EUR +7.94% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 77.50 USD 21/03/2025 Call
 

Master data

WKN: MG2640
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 77.50 USD
Maturity: 21/03/2025
Issue date: 11/04/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.59
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.22
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 0.22
Time value: 1.11
Break-even: 85.46
Moneyness: 1.03
Premium: 0.15
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.63
Theta: -0.02
Omega: 3.54
Rho: 0.26
 

Quote data

Open: 1.35
High: 1.36
Low: 1.35
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month  
+51.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.32 1.12
1M High / 1M Low: 1.32 0.93
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -